Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47600.53 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46202.51 Kr¶

PnL: ---------------------------------------> -686.06 Kr¶

DD now: ---------------------------------> -2.117 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 14:20:27.780439'

Anic Portfolio¶

Today¶

Return: 0.154 %¶

This Week¶

Return: 0.154 %¶

Total¶

Return: 55.832 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.410000 783.200000 110.200000 16.370000 673.000000
Nordea Bank Abp 29 0.680000 3538.580000 84.580000 2.450000 3453.999992
HEBA B 70 -3.490000 2712.500000 76.500000 2.900000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.210000 3412.800000 35.800000 1.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.830000 384.600000 29.600000 8.340000 355.000000
Resurs Holding 22 -1.080000 603.460000 29.460000 5.130000 573.999998
AcadeMedia 12 0.990000 585.120000 28.120000 5.050000 557.000004
Swedbank A 3 0.330000 591.300000 27.300000 4.840000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Intrum 4 -0.730000 544.000000 17.000000 3.230000 527.000000
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.690000 578.040000 8.040000 1.410000 570.000000
Corem Property Group B 59 -4.810000 584.100000 7.100000 1.230000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.730000 247.440000 1.440000 0.590000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 561.750000 -0.250000 -0.040000 562.000005
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Coor Service Management Hold. 8 -2.140000 529.200000 -2.800000 -0.530000 532.000000
Fasadgruppen Group 35 3.230000 3808.000000 -3.000000 -0.080000 3810.999990
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.300000 1632.000000 -22.000000 -1.330000 1653.999996
CTEK 13 -0.770000 505.700000 -28.300000 -5.300000 533.999999
Essity B 2 1.870000 544.400000 -29.600000 -5.160000 574.000000
International Petroleum Corp. 5 -2.350000 560.500000 -34.070000 -5.730000 594.565215
Sampo Oyj SDB 7 0.650000 3804.500000 -45.500000 -1.180000 3850.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 26 4.110000 2896.400000 -74.600000 -2.510000 2971.000006
OX2 18 1.180000 1462.500000 -201.500000 -12.110000 1663.999992
Axfood 13 1.870000 3532.100000 -223.900000 -5.960000 3756.000001
Ovzon 52 -2.240000 2719.600000 -642.400000 -19.110000 3361.999992
TOTAL 46202.510000 -686.060000 -2.11672% 46888.564618

Updated:¶

'2023-01-30 14:20:41.013495'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶